A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) and FX swaps. Contains tools for full curveset construction with market standard optimisers and automatic differentiation (AD) and risk sensitivity calculations including delta and cross-gamma.

cot_reports is a Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC). The following COT reports are supported: Legacy Futures-only, Legacy Futures-and-Options Combined, Supplemental Futures-and-Options Combined, Disaggregated Futures-only, Disaggregated Futures-and-Options Combined, Tr…

Risk tools for commodities trading and finance

REST API for QuantLib. This project aims to simplify the development of microservices for risk management and pricing of various financial instruments in the distributed environment using QuantLib

p2p fiat aims to build trustless p2p btc collateralised fiat stability over the Lightning Network

MANTRA DEX is a decentralized AMM (Automated Market Maker) protocol that allows permissionless creation of liquidity pools and farms.

A Python based implementation of swap curve bootstrapping using a multi-dimensional solver.

QLDDS - Data Distribution Service for QuantLib

Lamden's implementation of atomic swaps and triggers for Ethereum and ERC assets.

Eco-Friendly Household Product Finder and Tracker

A lightweight "Dapp Survival Kit" to help applications deliver fully functional experiences without sacrificing decentralization, security or privacy

Cross-chain wallet with voice-controlled swaps using Apple Shortcuts

MOVED TO CODEBERG - Python application that visualizes Sorting algorithms. Much more focus is put on giving actual information from the visualisation than making pretty sounds and looking cool.

Mortgage Valuation, Transfer Pricing, Hedging

New smart trade api. Dry run uniswap, pancakeswap, ... token swaps with precision and profit in mind

♻️ Decentralized, peer-to-peer, cross-chain swaps simplified into 1 API request.

Replication of "The TIPS-Treasury Bond Puzzle" paper (2014) by Hanno Lustig, Matthias Fleckenstein, and Francis A. Longstaff

this dashboard analyzed the latest holders of specific NFT and compares with the ratio of Bean DEX users

A workshop aimed at integrating only swaps into a solidity dapp